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Lam Research Corp LRCX

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
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Market dataready · fetched 2026-10-16T01:01:13.404Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:55:14.807495147Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:12.843645+00:00

Share price$275.81
1D-1.8%
AH$266$270$274$277$2815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLRCX
Sold putSold callAH

Lam Research Corp options

Live interpolated LRCX call and put midpoint premiums by absolute delta.Lam Research Corp$0.65$4.46$8.26$12.07$15.88$260.77$268.12$275.48$282.84$290.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LRCX spot · $275.81LRCX PRICE$1.26$1.71$2.20$2.77$3.37$4.00$4.82$5.73$6.80$8.17$10.06$12.17$14.79$1.06$1.36$1.69$2.04$2.49$2.94$3.27$3.60$4.08$4.89$5.68$6.15$6.63
PutsCheap0.59×
CallsFair1.05×
SkewBullish-34.07 pp
Implied moveBullish±$8.09
TiltBullish25.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ285.9479.3%4.1%268.2064.5%3.1%
25Δ284.0880.5%3.6%270.0162.0%2.6%
30Δ282.3881.9%3.2%271.3960.2%2.2%
35Δ280.7883.0%2.8%272.7158.8%1.9%
40Δ279.2083.6%2.5%273.8158.8%1.6%
45Δ277.6383.7%2.1%274.9058.8%1.4%
50Δ276.1085.5%1.9%275.8855.9%1.2%
55Δ274.5287.6%1.6%276.8452.7%0.9%
60Δ272.8590.1%1.4%277.8451.0%0.7%
65Δ270.9593.9%1.2%278.9652.7%0.6%
70Δ268.63100.9%1.0%280.0653.9%0.5%
75Δ266.03106.6%0.9%280.8650.3%0.4%
80Δ262.92112.6%0.7%281.6546.8%0.3%

20Δ

Calls
Pseudo strike
285.94
IV
79.3%
B/E move
4.1%
Puts
Pseudo strike
268.20
IV
64.5%
B/E move
3.1%

25Δ

Calls
Pseudo strike
284.08
IV
80.5%
B/E move
3.6%
Puts
Pseudo strike
270.01
IV
62.0%
B/E move
2.6%

30Δ

Calls
Pseudo strike
282.38
IV
81.9%
B/E move
3.2%
Puts
Pseudo strike
271.39
IV
60.2%
B/E move
2.2%

35Δ

Calls
Pseudo strike
280.78
IV
83.0%
B/E move
2.8%
Puts
Pseudo strike
272.71
IV
58.8%
B/E move
1.9%

40Δ

Calls
Pseudo strike
279.20
IV
83.6%
B/E move
2.5%
Puts
Pseudo strike
273.81
IV
58.8%
B/E move
1.6%

45Δ

Calls
Pseudo strike
277.63
IV
83.7%
B/E move
2.1%
Puts
Pseudo strike
274.90
IV
58.8%
B/E move
1.4%

50Δ

Calls
Pseudo strike
276.10
IV
85.5%
B/E move
1.9%
Puts
Pseudo strike
275.88
IV
55.9%
B/E move
1.2%

55Δ

Calls
Pseudo strike
274.52
IV
87.6%
B/E move
1.6%
Puts
Pseudo strike
276.84
IV
52.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
272.85
IV
90.1%
B/E move
1.4%
Puts
Pseudo strike
277.84
IV
51.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
270.95
IV
93.9%
B/E move
1.2%
Puts
Pseudo strike
278.96
IV
52.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
268.63
IV
100.9%
B/E move
1.0%
Puts
Pseudo strike
280.06
IV
53.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
266.03
IV
106.6%
B/E move
0.9%
Puts
Pseudo strike
280.86
IV
50.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
262.92
IV
112.6%
B/E move
0.7%
Puts
Pseudo strike
281.65
IV
46.8%
B/E move
0.3%